MULTIPLIER METHOD WITH AUTOMATIC LIMITATION OF PENALTY GROWTH

被引：54

作者：

GLAD, T ^{[1
]}

POLAK, E ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720

来源：

MATHEMATICAL PROGRAMMING | 1979年 / 17卷 / 02期

关键词：

Adaptive Penalization; Multiplier Methods; Nonlinear Programming; Quadratic Convergence;

D O I：

10.1007/BF01588240

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

This paper presents a multiplier method for solving optimization problems with equality and inequality constraints. The method realizes all the good features that were foreseen by R. Fletcher for this type of algorithm in the past, but which suffers from none of the drawbacks of the earlier attempts. © 1979 North-Holland Publishing Company.

引用

页码：140 / 155

页数：16

共 15 条

[1]

[Anonymous], 1971, COMPUTATIONAL METHOD

[2] COMBINED PRIMAL-DUAL AND PENALTY METHODS FOR CONSTRAINED MINIMIZATION [J].

BERTSEKAS, DP .

SIAM JOURNAL ON CONTROL, 1975, 13 (03) :521-544

[3]

BUYS JD, 1972, THESIS U LEIDEN

[4]

Fletcher R., 1973, Mathematical Programming, V5, P129, DOI 10.1007/BF01580117

[5]

FLETCHER R, 1970, INTEGER NONLINEAR PR

[6]

FLETCHER R, 1972, NUMERICAL METHODS NO, pCH26

[7]

FLETCHER R, 1971, NONLINEAR PROGRAMMIN

[8] A NEW METHOD FOR OPTIMIZATION OF A NONLINEAR FUNCTION SUBJECT TO NONLINEAR CONSTRAINTS [J].

HAARHOFF, PC ;

BUYS, JD .

COMPUTER JOURNAL, 1970, 13 (02) :178-&

[9]

Hestenes M. R., 1969, Journal of Optimization Theory and Applications, V4, P303, DOI 10.1007/BF00927673

[10] COMBINED PRIMAL-DUAL AND PENALTY METHODS FOR CONVEX PROGRAMMING [J].

KORT, BW ;

BERTSEKAS, DP .

SIAM JOURNAL ON CONTROL, 1976, 14 (02) :268-294

← 1 2 →